Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-24 0.484675 0.542279 0.607498 0.687566 0.784282 0.898752 1.046673
2025-08-31 0.433175 0.509093 0.601852 0.726101 0.892393 1.113989 1.444391
2025-09-07 0.382550 0.464646 0.570328 0.721023 0.938993 1.258644 1.798920
2025-09-14 0.342813 0.426714 0.539069 0.707323 0.966620 1.379537 2.163314
2025-09-21 0.314774 0.399962 0.517942 0.702357 1.003382 1.521805 2.629344
2025-09-28 0.289299 0.373501 0.493226 0.686913 1.018464 1.629360 3.084780
2025-10-05 0.282492 0.372321 0.504529 0.728511 1.138044 1.970541 4.326536
2025-10-12 0.282412 0.380560 0.530540 0.798116 1.326526 2.540415 6.914850
2025-10-19 0.265519 0.361746 0.511579 0.786073 1.350733 2.739836 8.566263
2025-10-26 0.253180 0.348857 0.500766 0.786948 1.402195 3.037090 11.318524
2025-11-02 0.237485 0.329504 0.477370 0.760844 1.387652 3.140457 13.325396
2025-11-09 0.219924 0.306120 0.445405 0.714619 1.317890 3.047102 13.830522
2025-11-16 0.207843 0.291561 0.428694 0.699120 1.325529 3.237820 17.720467
2025-11-23 0.205552 0.292670 0.439164 0.739653 1.483914 4.083472 36.762265
2025-11-30 0.196785 0.282446 0.428558 0.734873 1.523125 4.510897 60.490203
2025-12-07 0.187578 0.270894 0.414577 0.720968 1.533754 4.830855 98.537240
2025-12-14 0.180333 0.262219 0.405180 0.715940 1.569630 5.326400 214.583715
2025-12-21 0.172335 0.251796 0.391728 0.700087 1.568896 5.634367 481.373180
2025-12-28 0.171902 0.254381 0.403018 0.742903 1.770392 7.544991 NaN
2026-01-04 0.174211 0.261898 0.424558 0.814605 2.110995 11.766062 NaN
2026-01-11 0.167756 0.253306 0.413297 0.802198 2.131622 12.997584 NaN
2026-01-18 0.163017 0.247580 0.407432 0.803101 2.208303 15.350919 NaN
2026-01-25 0.156031 0.237416 0.391800 0.776208 2.158856 15.715622 NaN